Calculate the same subperiod means and standard deviations for small stocks as Table 5.5 of the text

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Calculate the same subperiod means and standard deviations for small stocks as Table 5.5 of the text provides for large stocks.

a. Have small stocks provided better reward-to-volatility ratios than large stocks?

b. Do small stocks show a similar higher standard deviation in the earliest subperiod as Table 5.5 doc uments for la rge s tocks? LO.1

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Essentials Of Investments

ISBN: 9780697789945

8th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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